No, it's not a sensitive subject, but it does take a bit of work to compile the information. We're not trying to avoid you... we're just lazy.
But here's what I can gather from perusing the File Associations list... (some of these may not be video, but most are.
MPEG Video (mp2,mpeg,mpg,m1v,mpv,mpe,m2v)
Windows Media Video (wmv,wvx)
Windows Media (asx,asf,wm)
QuickTime (mov,qt,mp4)
AVI Video (avi)
RealVideo (rv)
RealMedia (rm,rp,rmm,rmx,smi,smil,rmj)
ShockWave (swf)
DIVX Video (divx)
Here's the complete list of file types it supports:
AAC Audio (m4a,m4p,m4b,aac)
WAV Audio (wav)
AU Audio (au,snd)
AIF Audio (aif,aifc,aiff)
MPEG Audio (mp3,mpa,mpga)
MIDI Audio (mid,midi,rim,rmid)
MPEG Video (mp2,mpeg,mpg,m1v,mpv,mpe,m2v)
JPEG Image (jpg,jpe,jpeg)
GIF Image (gif)
BMP Image (bmp)
Windows Media Audio (wma,wax)
Windows Media Video (wmv,wvx)
Windows Media (asx,asf,wm)
QuickTime (mov,qt,mp4)
MusicEx Media (jmx)
AVI Video (avi)
Audible Audio (aa)
RealAudio (ram,ra)
RealVideo (rv)
RealMedia (rm,rp,rmm,rmx,smi,smil,rmj)
ShockWave (swf)
OGG Audio (ogg)
MPC Audio (mpc,mp+)
Monkey's Audio (ape,apl)
CD Audio (cda)
Media Playlist (mpl)
Audio Playlist (m3u,pls,xpl,bpl)
DIVX Video (divx)
Shorten Audio (shn)
TIFF Image (tif, tiff)
PNG Image (png)
Audio Playlist (m3u,pls,xpl,bpl)
Interestingly enough, MC claims to support 80 filetypes, but the list I could come up with from the File Associations options box only shows 73. Where are the other 7? Some third party plugin that I don't have installed?
As for your other questions...
2) Any format that I didn't list above.
3) No.